Ret_X
Cheking options
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Ret_X, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Feb 17, 2022, corresponding to the inception date of XSOE.DE
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| Ret_X | 31.44% | 2.46% | 10.33% | 55.24% | N/A | N/A |
| Portfolio components: | ||||||
DGSE.L WisdomTree Emerging Markets SmallCap Dividend UCITS ETF | 9.73% | 1.87% | 6.36% | 18.23% | 6.88% | N/A |
XSOE.DE WisdomTree Emerging Markets ex-State-Owned Enterprises UCITS ETF | 7.42% | 0.43% | 6.06% | 15.27% | N/A | N/A |
DGRW WisdomTree U.S. Dividend Growth Fund | 18.73% | 2.33% | 9.58% | 30.78% | 15.24% | 13.24% |
ARCC Ares Capital Corporation | 10.32% | 0.91% | 7.99% | 17.77% | 12.07% | 12.68% |
MSTR MicroStrategy Incorporated | 129.22% | 8.20% | -4.94% | 348.50% | 57.68% | 27.15% |
Monthly Returns
The table below presents the monthly returns of Ret_X, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.75% | 11.10% | 13.99% | -5.91% | 5.63% | 1.36% | 3.20% | 0.06% | 31.44% | ||||
| 2023 | 12.07% | -1.74% | 3.24% | 2.45% | -1.70% | 6.51% | 6.04% | -4.14% | -4.07% | 0.90% | 8.85% | 8.10% | 41.20% |
| 2022 | -0.11% | 2.52% | -6.33% | -2.11% | -8.79% | 11.34% | -4.42% | -8.84% | 10.31% | 3.38% | -5.47% | -10.44% |
Expense Ratio
Ret_X has an expense ratio of 0.25%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of Ret_X is 95, placing it in the top 5% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
DGSE.L WisdomTree Emerging Markets SmallCap Dividend UCITS ETF | 1.52 | 2.24 | 1.28 | 2.08 | 8.40 |
XSOE.DE WisdomTree Emerging Markets ex-State-Owned Enterprises UCITS ETF | 1.15 | 1.71 | 1.21 | 0.64 | 5.64 |
DGRW WisdomTree U.S. Dividend Growth Fund | 2.97 | 4.12 | 1.56 | 3.24 | 18.70 |
ARCC Ares Capital Corporation | 1.34 | 1.93 | 1.25 | 2.34 | 9.45 |
MSTR MicroStrategy Incorporated | 3.52 | 3.42 | 1.42 | 7.35 | 16.18 |
Dividends
Dividend yield
Ret_X granted a 2.18% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ret_X | 2.18% | 2.36% | 2.70% | 2.12% | 2.38% | 2.54% | 2.74% | 2.23% | 2.33% | 2.72% | 2.07% | 1.50% |
| Portfolio components: | ||||||||||||
DGSE.L WisdomTree Emerging Markets SmallCap Dividend UCITS ETF | 3.41% | 3.53% | 3.96% | 2.91% | 2.95% | 3.31% | 3.05% | 2.31% | 1.37% | 3.26% | 0.00% | 0.00% |
XSOE.DE WisdomTree Emerging Markets ex-State-Owned Enterprises UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DGRW WisdomTree U.S. Dividend Growth Fund | 1.52% | 1.74% | 2.15% | 1.78% | 1.91% | 2.20% | 2.42% | 1.73% | 2.13% | 2.18% | 1.79% | 1.05% |
ARCC Ares Capital Corporation | 9.32% | 9.59% | 10.10% | 7.60% | 9.41% | 8.94% | 9.78% | 9.57% | 9.12% | 10.90% | 9.93% | 8.67% |
MSTR MicroStrategy Incorporated | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Ret_X. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Ret_X was 20.26%, occurring on Sep 30, 2022. Recovery took 137 trading sessions.
The current Ret_X drawdown is 0.23%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -20.26% | Mar 30, 2022 | 132 | Sep 30, 2022 | 137 | Apr 13, 2023 | 269 |
| -10.01% | Jul 27, 2023 | 49 | Oct 3, 2023 | 31 | Nov 15, 2023 | 80 |
| -8.2% | Jul 17, 2024 | 14 | Aug 5, 2024 | 33 | Sep 19, 2024 | 47 |
| -7.32% | Mar 28, 2024 | 16 | Apr 19, 2024 | 20 | May 17, 2024 | 36 |
| -6.91% | Mar 3, 2022 | 8 | Mar 14, 2022 | 6 | Mar 22, 2022 | 14 |
Volatility
Volatility Chart
The current Ret_X volatility is 4.74%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| MSTR | ARCC | DGSE.L | DGRW | XSOE.DE | |
|---|---|---|---|---|---|
| MSTR | 1.00 | 0.35 | 0.32 | 0.47 | 0.36 |
| ARCC | 0.35 | 1.00 | 0.37 | 0.57 | 0.40 |
| DGSE.L | 0.32 | 0.37 | 1.00 | 0.45 | 0.75 |
| DGRW | 0.47 | 0.57 | 0.45 | 1.00 | 0.49 |
| XSOE.DE | 0.36 | 0.40 | 0.75 | 0.49 | 1.00 |